Interest Rates Products

 
 
Daily Price Limit Changes
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.720 -0.01 99.725 99.735 99.715 233839
Eurodollar GEM5 Jun 2015 99.640 0 99.625 99.650 99.625 256265
Eurodollar GEU5 Sep 2015 99.510 +0.005 99.485 99.520 99.480 278851
Eurodollar GEZ5 Dec 2015 99.350 +0.015 99.300 99.355 99.295 340014
Eurodollar GEH6 Mar 2016 99.185 +0.025 99.110 99.190 99.105 274847
Eurodollar GEM6 Jun 2016 99.010 +0.03 98.925 99.015 98.910 233809
Eurodollar GEU6 Sep 2016 98.845 +0.035 98.735 98.845 98.725 211300
Eurodollar GEZ6 Dec 2016 98.690 +0.035 98.570 98.695 98.560 300948
10-Year U.S. Treasury Note ZNH5 Mar 2015 131'035 +0'075 130'065 131'055 130'040 1631076
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'080 a +0'045 103'280 104'085 103'280 3320
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 111'030 a +0'085 110'115 111'040 110'115 2002
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.2450 b +0.0175 - 99.2450 - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.9650 a +0.025 - 98.9675 - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.5725 a +0.0325 - 98.5750 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.720 -0.01 99.725 99.735 99.715 233839
Eurodollar GEM5 Jun 2015 99.640 0 99.625 99.650 99.625 256265
Eurodollar GEU5 Sep 2015 99.510 +0.005 99.485 99.520 99.480 278851
Eurodollar GEZ5 Dec 2015 99.350 +0.015 99.300 99.355 99.295 340014
Eurodollar GEH6 Mar 2016 99.185 +0.025 99.110 99.190 99.105 274847
Eurodollar GEM6 Jun 2016 99.010 +0.03 98.925 99.015 98.910 233809
Eurodollar GEU6 Sep 2016 98.845 +0.035 98.735 98.845 98.725 211300
Eurodollar GEZ6 Dec 2016 98.690 +0.035 98.570 98.695 98.560 300948
30-Day Federal Funds ZQF5 Jan 2015 99.8825 0 99.8825 99.8825 99.8825 7164
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.2450 b +0.0175 - 99.2450 - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.9650 a +0.025 - 98.9675 - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.5725 a +0.0325 - 98.5750 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 179'26 +0'28 177'03 179'31 176'26 134183
U.S. Treasury Bond ZBH5 Mar 2015 151'22 +0'13 150'10 151'28 150'06 428076
10-Year U.S. Treasury Note ZNH5 Mar 2015 131'035 +0'075 130'065 131'055 130'040 1631076
5-Year U.S. Treasury Note ZFH5 Mar 2015 121'157 +0'047 120'292 121'165 120'277 832264
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'292 +0'010 109'250 109'295 109'245 252000
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'312 b +0'015 - 100'312 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'080 a +0'045 103'280 104'085 103'280 3320
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 111'030 a +0'085 110'115 111'040 110'115 2002
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 130'31 a +0'27 129'06 131'01 129'06 130
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.705 a -0.020 - - 100.705 -
Interest Rate Education|All Education
All IR Products
STIR Futures
Treasury Futures
Swap Futures
Options
Treasury Futures
Swaps
Options
STIRs
Deliverable Swap Futures
All IR Products
DSFs: New High in Monthly ADV, Growing Open Interest

DSFs
Enlarge

 

 

 
 
DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
New Find-a-Broker Tool
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.